It is generally established that active-coping strategies and greater perceived control over pain are associated with improved pain-related outcomes; however, it remains unclear whether these factors independently or interactively influence adrenocortical function in reaction to a painful stimulus. The present study examined whether active coping predicted magnitude cortisol response to acute pain, whether perceived control over pain moderated this association, and whether effects differed as a function of sex. Our findings suggest that perceived control moderates the active coping-adrenocortical relation among women but not men, such that active coping may augment the release of cortisol in response to a painful stimulus only in the presence of greater perceived control over pain. Taken together, active coping and perceived control may potentiate an adaptive neuroendocrine response to an acute painful stressor. © 2009 Elsevier Ltd.